DividendKings
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
DividendKings
Последнее обновление 11 апр. 2025 г.
Распределение активов
Доходность
График доходности
График показывает рост $10,000 инвестированных в DividendKings и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель перебалансируется каждые 3 месяца
DividendKings
Benchmark (^GSPC)
Активы портфеля
Самые ранние данные для этого графика доступны с 2 янв. 2013 г., начальной даты ABBV
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.81% | -4.21% | -7.77% | 3.16% | 13.99% | 9.87% |
| DividendKings | -3.97% | -3.63% | -8.10% | 0.26% | N/A | N/A |
| Активы портфеля: | ||||||
MO | 10.29% | -1.50% | 17.96% | 49.23% | N/A | N/A |
LEG | -28.30% | -13.85% | -45.82% | -60.52% | N/A | N/A |
MMM | 5.83% | -6.95% | 1.93% | 52.28% | N/A | N/A |
CDUAF Canadian Utilities Limited | 8.61% | 5.85% | 2.44% | 24.76% | 6.01% | 1.84% |
UVV | -2.27% | -3.60% | 5.91% | 14.08% | N/A | N/A |
NWN | 5.57% | 0.36% | 6.13% | 19.98% | N/A | N/A |
BKH Black Hills Corporation | 0.87% | -1.59% | 0.57% | 16.81% | 0.09% | 4.94% |
FRT Federal Realty Investment Trust | -17.65% | -3.60% | -17.28% | -5.66% | 5.35% | -0.85% |
ABBV AbbVie Inc. | -0.56% | -17.25% | -8.27% | 10.77% | 22.10% | 15.64% |
KMB | 7.61% | -0.27% | 0.01% | 16.83% | N/A | N/A |
NFG | 26.83% | 3.08% | 28.59% | 48.55% | N/A | N/A |
KVUE | 4.49% | -4.70% | 4.86% | 20.04% | N/A | N/A |
HRL | -2.44% | 2.78% | -0.62% | -8.13% | N/A | N/A |
SWK | -25.78% | -25.68% | -44.29% | -33.09% | N/A | N/A |
TGT | -30.78% | -11.22% | -40.52% | -42.43% | N/A | N/A |
KO | 15.58% | 3.36% | 4.22% | 26.23% | N/A | N/A |
JNJ | 5.76% | -6.91% | -4.51% | 6.15% | N/A | N/A |
PEP | -4.17% | -2.64% | -15.93% | -11.21% | N/A | N/A |
CINF Cincinnati Financial Corporation | -8.23% | -7.12% | -2.76% | 13.28% | 12.36% | 12.48% |
GPC Genuine Parts Company | -0.48% | -3.50% | -14.65% | -18.27% | 13.10% | 5.18% |
SYY | -6.63% | -2.41% | -4.07% | -3.79% | N/A | N/A |
PG | 0.17% | -1.00% | -1.27% | 10.11% | N/A | N/A |
CL Colgate-Palmolive Company | 3.99% | 3.84% | -5.09% | 11.87% | 8.63% | 5.49% |
ADM Archer-Daniels-Midland Company | -8.25% | -2.98% | -19.29% | -21.97% | 6.97% | 2.46% |
EMR Emerson Electric Co. | -18.57% | -7.98% | -9.58% | -9.18% | 16.85% | 8.56% |
SJW | 9.44% | -0.19% | -5.55% | 4.15% | N/A | N/A |
ITW | -7.82% | -6.64% | -9.77% | -6.17% | N/A | N/A |
LANC | 6.66% | 3.51% | 2.97% | -4.40% | N/A | N/A |
GRC The Gorman-Rupp Company | -11.44% | -9.11% | -13.32% | -7.08% | 4.79% | 3.82% |
LOW | -10.33% | -1.04% | -19.40% | -3.30% | N/A | N/A |
AWR American States Water Company | 1.29% | 0.28% | -4.75% | 18.11% | -0.46% | 8.99% |
CBSH Commerce Bancshares, Inc. | -8.30% | -3.35% | 0.55% | 18.09% | 4.83% | 7.64% |
ABM ABM Industries Incorporated | -8.95% | -1.49% | -12.72% | 7.91% | 11.91% | 5.77% |
CWT California Water Service Group | 11.82% | 7.04% | -2.71% | 16.03% | 0.46% | 9.50% |
ABT Abbott Laboratories | 12.76% | -2.32% | 10.36% | 18.08% | 10.02% | 12.61% |
MSEX | 18.87% | 0.93% | -0.53% | 35.07% | N/A | N/A |
FMCB Farmers & Merchants Bancorp | -5.78% | -2.56% | 3.83% | 4.27% | 11.64% | 12.78% |
PPG | -15.18% | -9.55% | -20.57% | -23.42% | N/A | N/A |
SCL | -25.24% | -15.43% | -35.14% | -41.65% | N/A | N/A |
BDX Becton, Dickinson and Company | -10.65% | -9.43% | -13.89% | -12.70% | -2.09% | 5.43% |
WMT | 2.99% | 10.12% | 16.43% | 56.05% | N/A | N/A |
DOV Dover Corporation | -13.36% | -8.46% | -14.55% | -4.76% | 14.24% | 12.25% |
PH | -10.90% | -4.44% | -10.85% | 3.81% | N/A | N/A |
TNC | -12.46% | -13.83% | -23.20% | -38.54% | N/A | N/A |
NUE | -4.25% | -13.75% | -26.09% | -41.87% | N/A | N/A |
NDSN | -10.65% | -7.79% | -27.15% | -28.97% | N/A | N/A |
MSA | -12.75% | -3.64% | -15.90% | -23.34% | N/A | N/A |
TR | -1.09% | -1.21% | 5.94% | 7.80% | N/A | N/A |
FUL H.B. Fuller Company | -20.08% | 1.61% | -31.51% | -28.38% | 11.88% | 3.35% |
GWW | -5.51% | 4.24% | -8.05% | 3.83% | N/A | N/A |
SPGI | -6.44% | -3.07% | -10.58% | 12.16% | N/A | N/A |
*Среднегодовая
Доходность по месяцам
Ниже представлена таблица с месячной доходностью DividendKings, с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.
| янв. | февр. | март | апр. | май | июнь | июль | авг. | сент. | окт. | нояб. | дек. | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.89% | 1.36% | -2.87% | -5.19% | -3.97% | ||||||||
| 2024 | -2.43% | 3.19% | 4.43% | -3.97% | 0.00% | -0.62% | 7.82% | 1.59% | 0.79% | -3.16% | 6.09% | -7.73% | 5.00% |
| 2023 | -3.95% | 6.48% | 1.96% | -2.74% | -6.17% | -2.60% | 6.71% | 5.51% | 4.37% |
Комиссия
Комиссия DividendKings составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Портфель не содержит фондов, взимающих комиссии
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий рейтинг DividendKings составляет 7, что хуже, чем результаты 93% других портфелей на нашем сайте по соотношению риска и доходности. Ниже приведена разбивка по ключевым показателям эффективности.
Общий ранг
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
Ранг коэф-та Мартина
Ранг риск-скорректированной доходности показывает позицию инструмента относительно рынка. Значение, ближе к 100, означает результат выше рынка, в то время как ранг, ближе к 0, указывает на значительное отставание выбранного показателя. Значения рассчитываются на основе доходности за последние 12 месяцев.
Показатели риск-скорректированной доходности
В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.
Portfolio: -0.09
^GSPC: 0.21
Portfolio: -0.02
^GSPC: 0.42
Portfolio: 1.00
^GSPC: 1.06
Portfolio: -0.08
^GSPC: 0.21
Portfolio: -0.30
^GSPC: 0.99
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
MO | 2.54 | 3.58 | 1.47 | 4.56 | 11.05 |
LEG | -1.19 | -1.97 | 0.75 | -0.80 | -1.64 |
MMM | 1.45 | 2.63 | 1.36 | 2.76 | 10.82 |
CDUAF Canadian Utilities Limited | 1.18 | 1.74 | 1.23 | 0.95 | 4.12 |
UVV | 0.56 | 0.88 | 1.13 | 0.47 | 2.07 |
NWN | 1.03 | 1.53 | 1.19 | 0.89 | 4.12 |
BKH Black Hills Corporation | 0.87 | 1.33 | 1.17 | 0.88 | 3.09 |
FRT Federal Realty Investment Trust | -0.25 | -0.19 | 0.97 | -0.20 | -0.76 |
ABBV AbbVie Inc. | 0.28 | 0.52 | 1.08 | 0.37 | 0.97 |
KMB | 0.72 | 1.06 | 1.15 | 0.94 | 2.24 |
NFG | 2.32 | 2.97 | 1.42 | 5.51 | 17.28 |
KVUE | 0.49 | 1.03 | 1.12 | 0.41 | 1.79 |
HRL | -0.41 | -0.41 | 0.95 | -0.34 | -0.69 |
SWK | -0.85 | -1.12 | 0.85 | -0.71 | -2.01 |
TGT | -1.11 | -1.55 | 0.77 | -0.91 | -2.34 |
KO | 1.52 | 2.17 | 1.28 | 1.60 | 3.55 |
JNJ | 0.22 | 0.43 | 1.06 | 0.28 | 0.70 |
PEP | -0.61 | -0.75 | 0.91 | -0.49 | -1.08 |
CINF Cincinnati Financial Corporation | 0.44 | 0.74 | 1.10 | 0.56 | 1.57 |
GPC Genuine Parts Company | -0.58 | -0.59 | 0.91 | -0.56 | -1.02 |
SYY | -0.28 | -0.24 | 0.97 | -0.38 | -0.91 |
PG | 0.49 | 0.74 | 1.10 | 0.75 | 1.94 |
CL Colgate-Palmolive Company | 0.56 | 0.87 | 1.12 | 0.54 | 1.01 |
ADM Archer-Daniels-Midland Company | -0.95 | -1.25 | 0.85 | -0.52 | -1.56 |
EMR Emerson Electric Co. | -0.33 | -0.27 | 0.96 | -0.35 | -1.09 |
SJW | 0.11 | 0.34 | 1.04 | 0.07 | 0.26 |
ITW | -0.39 | -0.41 | 0.95 | -0.40 | -1.35 |
LANC | -0.21 | -0.10 | 0.99 | -0.26 | -0.67 |
GRC The Gorman-Rupp Company | -0.28 | -0.17 | 0.98 | -0.33 | -0.93 |
LOW | -0.23 | -0.16 | 0.98 | -0.22 | -0.61 |
AWR American States Water Company | 0.73 | 1.15 | 1.14 | 0.59 | 2.02 |
CBSH Commerce Bancshares, Inc. | 0.68 | 1.14 | 1.15 | 0.80 | 2.34 |
ABM ABM Industries Incorporated | 0.31 | 0.60 | 1.09 | 0.33 | 1.03 |
CWT California Water Service Group | 0.57 | 0.98 | 1.11 | 0.52 | 1.21 |
ABT Abbott Laboratories | 0.80 | 1.26 | 1.16 | 1.00 | 3.48 |
MSEX | 0.93 | 1.65 | 1.19 | 0.74 | 2.49 |
FMCB Farmers & Merchants Bancorp | 0.19 | 0.50 | 1.08 | 0.34 | 0.55 |
PPG | -0.97 | -1.37 | 0.83 | -0.67 | -2.37 |
SCL | -1.32 | -2.04 | 0.76 | -0.78 | -1.84 |
BDX Becton, Dickinson and Company | -0.70 | -0.83 | 0.89 | -0.53 | -2.57 |
WMT | 2.24 | 3.09 | 1.43 | 2.50 | 8.98 |
DOV Dover Corporation | -0.21 | -0.12 | 0.98 | -0.22 | -0.86 |
PH | 0.08 | 0.37 | 1.05 | 0.11 | 0.41 |
TNC | -1.38 | -2.07 | 0.76 | -0.92 | -1.71 |
NUE | -1.08 | -1.69 | 0.79 | -0.90 | -1.59 |
NDSN | -1.08 | -1.50 | 0.80 | -0.79 | -1.84 |
MSA | -1.04 | -1.44 | 0.83 | -0.70 | -1.70 |
TR | 0.19 | 0.44 | 1.05 | 0.17 | 0.72 |
FUL H.B. Fuller Company | -1.00 | -1.43 | 0.83 | -0.68 | -1.59 |
GWW | 0.00 | 0.17 | 1.02 | 0.00 | 0.01 |
SPGI | 0.50 | 0.80 | 1.11 | 0.55 | 2.26 |
DividendKings
Benchmark (^GSPC)
Активы портфеля
Дивиденды
Дивидендный доход
Дивидендная доходность DividendKings за предыдущие двенадцать месяцев составила 2.73%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 2.73% | 2.71% | 2.69% | 2.44% | 2.11% | 2.38% | 2.23% | 2.57% | 2.13% | 2.18% | 2.52% | 2.14% |
| Активы портфеля: | ||||||||||||
MO | 7.13% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% |
LEG | 2.92% | 6.35% | 6.95% | 5.40% | 4.03% | 3.61% | 3.11% | 4.19% | 2.98% | 2.74% | 3.00% | 2.86% |
MMM | 2.08% | 2.60% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.86% | 2.00% | 2.49% | 2.72% | 2.08% |
CDUAF Canadian Utilities Limited | 5.03% | 5.47% | 5.53% | 5.03% | 4.85% | 5.32% | 4.24% | 4.15% | 3.95% | 3.61% | 4.11% | 2.73% |
UVV | 4.61% | 5.87% | 4.72% | 5.95% | 5.64% | 6.30% | 5.29% | 4.80% | 4.11% | 3.33% | 3.71% | 4.64% |
NWN | 4.74% | 4.94% | 4.99% | 4.06% | 3.94% | 4.16% | 2.58% | 3.13% | 3.16% | 3.13% | 3.68% | 3.70% |
BKH Black Hills Corporation | 4.50% | 4.44% | 4.63% | 3.43% | 3.25% | 3.53% | 2.61% | 3.07% | 3.01% | 2.74% | 3.49% | 2.94% |
FRT Federal Realty Investment Trust | 4.86% | 2.93% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% | 2.47% |
ABBV AbbVie Inc. | 2.71% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
KMB | 3.52% | 3.72% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 0.73% |
NFG | 2.69% | 3.36% | 3.91% | 2.97% | 2.83% | 4.30% | 3.72% | 3.30% | 3.00% | 2.84% | 3.67% | 2.20% |
KVUE | 3.69% | 3.79% | 1.86% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HRL | 2.82% | 3.60% | 3.43% | 2.28% | 2.01% | 2.00% | 1.86% | 1.76% | 1.87% | 1.67% | 1.26% | 1.54% |
SWK | 5.54% | 4.06% | 3.28% | 4.23% | 1.58% | 1.56% | 1.63% | 2.15% | 1.43% | 1.97% | 2.01% | 2.12% |
TGT | 4.81% | 3.28% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 2.50% |
KO | 2.75% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
JNJ | 3.27% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
PEP | 3.77% | 3.52% | 2.92% | 2.51% | 2.45% | 2.71% | 2.78% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
CINF Cincinnati Financial Corporation | 2.52% | 2.25% | 2.90% | 2.70% | 2.21% | 2.75% | 2.13% | 2.74% | 3.33% | 2.53% | 3.89% | 3.40% |
GPC Genuine Parts Company | 3.50% | 3.43% | 2.74% | 2.06% | 2.33% | 3.15% | 2.87% | 3.00% | 2.84% | 2.75% | 2.86% | 2.16% |
SYY | 2.90% | 2.64% | 2.71% | 2.51% | 2.34% | 2.42% | 1.82% | 2.30% | 2.17% | 2.24% | 2.20% | 2.95% |
PG | 2.41% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
CL Colgate-Palmolive Company | 2.13% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% |
ADM Archer-Daniels-Midland Company | 4.38% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% |
EMR Emerson Electric Co. | 2.09% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% |
SJW | 3.03% | 3.25% | 2.33% | 1.77% | 1.86% | 1.85% | 1.69% | 2.01% | 1.63% | 1.45% | 2.63% | 2.33% |
ITW | 2.54% | 2.29% | 2.07% | 2.30% | 1.91% | 2.17% | 2.30% | 2.81% | 1.71% | 1.96% | 2.23% | 1.91% |
LANC | 2.01% | 2.11% | 2.07% | 1.65% | 1.84% | 1.55% | 1.66% | 1.39% | 1.74% | 1.45% | 5.96% | 1.90% |
GRC The Gorman-Rupp Company | 2.18% | 1.91% | 1.98% | 2.67% | 1.43% | 1.82% | 1.47% | 7.74% | 1.51% | 1.39% | 1.52% | 1.15% |
LOW | 2.06% | 1.82% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% |
AWR American States Water Company | 2.33% | 2.30% | 2.06% | 1.65% | 1.35% | 1.61% | 1.34% | 1.58% | 1.72% | 2.01% | 2.08% | 2.21% |
CBSH Commerce Bancshares, Inc. | 1.83% | 1.61% | 2.02% | 1.56% | 1.40% | 1.44% | 1.32% | 1.32% | 1.26% | 1.16% | 1.45% | 1.35% |
ABM ABM Industries Incorporated | 2.13% | 1.76% | 1.96% | 1.76% | 1.86% | 1.47% | 2.40% | 2.18% | 1.80% | 1.62% | 1.69% | 2.18% |
CWT California Water Service Group | 2.26% | 2.43% | 2.01% | 1.65% | 1.28% | 1.57% | 1.53% | 1.57% | 1.59% | 2.04% | 2.88% | 2.64% |
ABT Abbott Laboratories | 1.33% | 1.95% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% |
MSEX | 2.14% | 2.50% | 1.92% | 1.50% | 0.92% | 1.44% | 1.54% | 1.71% | 2.15% | 1.88% | 2.92% | 3.31% |
FMCB Farmers & Merchants Bancorp | 1.81% | 1.71% | 1.62% | 1.54% | 1.59% | 1.94% | 1.85% | 1.99% | 2.00% | 2.05% | 2.39% | 2.74% |
PPG | 2.67% | 2.23% | 1.70% | 1.92% | 1.31% | 1.46% | 1.48% | 1.82% | 1.46% | 1.65% | 1.43% | 1.13% |
SCL | 3.16% | 2.33% | 1.55% | 1.29% | 1.01% | 0.95% | 1.00% | 1.25% | 1.06% | 0.95% | 1.47% | 1.72% |
BDX Becton, Dickinson and Company | 1.97% | 1.71% | 1.51% | 1.38% | 1.34% | 1.28% | 1.14% | 1.34% | 1.37% | 1.64% | 1.60% | 1.61% |
WMT | 0.93% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
DOV Dover Corporation | 1.28% | 1.10% | 1.33% | 1.49% | 1.10% | 1.57% | 1.68% | 2.02% | 0.00% | 0.00% | 0.00% | 0.00% |
PH | 1.15% | 1.00% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% | 1.61% |
TNC | 1.62% | 1.39% | 1.16% | 1.65% | 1.16% | 1.27% | 1.13% | 1.63% | 1.16% | 1.14% | 1.42% | 1.08% |
NUE | 1.96% | 1.86% | 1.19% | 1.52% | 1.50% | 3.03% | 2.85% | 2.97% | 2.38% | 2.53% | 3.70% | 3.02% |
NDSN | 1.63% | 1.02% | 1.01% | 0.98% | 0.71% | 0.77% | 0.90% | 1.09% | 0.78% | 0.91% | 1.43% | 1.03% |
MSA | 1.41% | 1.21% | 1.11% | 1.26% | 1.16% | 1.14% | 1.30% | 1.58% | 1.78% | 1.89% | 2.92% | 2.32% |
TR | 1.13% | 1.10% | 1.08% | 0.85% | 1.27% | 1.21% | 1.09% | 1.14% | 1.05% | 0.95% | 1.17% | 1.10% |
FUL H.B. Fuller Company | 1.66% | 1.29% | 0.99% | 1.03% | 0.82% | 1.25% | 1.23% | 1.44% | 1.10% | 1.14% | 1.40% | 1.03% |
GWW | 0.82% | 0.76% | 0.88% | 1.22% | 1.23% | 1.45% | 1.68% | 1.90% | 2.14% | 2.08% | 2.27% | 1.64% |
SPGI | 0.79% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
DividendKings
Benchmark (^GSPC)
Активы портфеля
Максимальные просадки
DividendKings показал максимальную просадку в 15.80%, зарегистрированную 8 апр. 2025 г.. Портфель еще не восстановился от этой просадки.
Текущая просадка DividendKings составляет 13.02%.
В таблице ниже показаны максимальные просадки. Максимальная просадка - показатель риска. Он показывает снижение стоимости портфеля от максимума после серии убыточных торгов.
Глубина | Начало | Падение | Дно | Восстановление | Окончание | Всего |
|---|---|---|---|---|---|---|
| -15.8% | 26 нояб. 2024 г. | 90 | 8 апр. 2025 г. | — | — | — |
| -12.49% | 27 июл. 2023 г. | 66 | 27 окт. 2023 г. | 33 | 14 дек. 2023 г. | 99 |
| -6.36% | 1 апр. 2024 г. | 42 | 29 мая 2024 г. | 32 | 16 июл. 2024 г. | 74 |
| -5.1% | 8 мая 2023 г. | 17 | 31 мая 2023 г. | 12 | 16 июн. 2023 г. | 29 |
| -4.22% | 31 июл. 2024 г. | 6 | 7 авг. 2024 г. | 12 | 23 авг. 2024 г. | 18 |
Волатильность
График волатильности
Текущая волатильность DividendKings составляет 8.96%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
DividendKings
Benchmark (^GSPC)
Активы портфеля
Диверсификация
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| FMCB | WMT | CDUAF | ABBV | TR | KVUE | CL | JNJ | TGT | NUE | ABT | KMB | PG | HRL | MO | LANC | ADM | BDX | KO | PEP | MSA | PH | GWW | SPGI | MSEX | EMR | CINF | UVV | ABM | GRC | SYY | LEG | MMM | TNC | NFG | CBSH | SJW | CWT | NWN | DOV | AWR | LOW | SCL | SWK | FRT | BKH | PPG | GPC | FUL | NDSN | ITW | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FMCB | 1.00 | 0.05 | 0.06 | 0.06 | 0.05 | -0.02 | 0.10 | 0.02 | 0.09 | 0.01 | 0.06 | 0.07 | 0.07 | 0.07 | 0.02 | 0.04 | 0.05 | 0.05 | 0.08 | 0.09 | -0.00 | 0.05 | 0.06 | 0.09 | 0.05 | -0.01 | 0.07 | 0.06 | 0.01 | 0.06 | 0.11 | 0.05 | 0.08 | -0.04 | 0.06 | 0.05 | 0.04 | 0.08 | 0.11 | 0.06 | 0.04 | 0.04 | 0.05 | 0.02 | 0.03 | 0.10 | 0.04 | 0.05 | 0.07 | 0.11 | 0.05 |
| WMT | 0.05 | 1.00 | 0.14 | 0.21 | 0.13 | 0.17 | 0.28 | 0.17 | 0.25 | 0.14 | 0.21 | 0.24 | 0.38 | 0.16 | 0.20 | 0.16 | 0.10 | 0.13 | 0.33 | 0.31 | 0.23 | 0.20 | 0.21 | 0.28 | 0.08 | 0.15 | 0.17 | 0.04 | 0.12 | 0.11 | 0.24 | 0.11 | 0.19 | 0.10 | 0.15 | 0.12 | 0.15 | 0.13 | 0.22 | 0.19 | 0.13 | 0.26 | 0.13 | 0.09 | 0.24 | 0.20 | 0.15 | 0.21 | 0.15 | 0.18 | 0.20 |
| CDUAF | 0.06 | 0.14 | 1.00 | 0.10 | 0.16 | 0.15 | 0.19 | 0.17 | 0.14 | 0.08 | 0.21 | 0.25 | 0.20 | 0.22 | 0.26 | 0.17 | 0.14 | 0.16 | 0.25 | 0.21 | 0.07 | 0.08 | 0.08 | 0.20 | 0.29 | 0.13 | 0.16 | 0.23 | 0.20 | 0.12 | 0.23 | 0.13 | 0.20 | 0.15 | 0.28 | 0.20 | 0.28 | 0.32 | 0.32 | 0.17 | 0.27 | 0.20 | 0.19 | 0.18 | 0.26 | 0.32 | 0.14 | 0.19 | 0.19 | 0.20 | 0.15 |
| ABBV | 0.06 | 0.21 | 0.10 | 1.00 | 0.15 | 0.22 | 0.31 | 0.45 | 0.21 | 0.13 | 0.38 | 0.36 | 0.37 | 0.28 | 0.36 | 0.20 | 0.19 | 0.29 | 0.37 | 0.36 | 0.10 | 0.14 | 0.18 | 0.20 | 0.17 | 0.14 | 0.29 | 0.18 | 0.15 | 0.11 | 0.28 | 0.18 | 0.19 | 0.09 | 0.23 | 0.14 | 0.30 | 0.26 | 0.25 | 0.16 | 0.27 | 0.24 | 0.17 | 0.17 | 0.31 | 0.27 | 0.16 | 0.27 | 0.12 | 0.24 | 0.26 |
| TR | 0.05 | 0.13 | 0.16 | 0.15 | 1.00 | 0.22 | 0.29 | 0.22 | 0.16 | 0.10 | 0.23 | 0.31 | 0.31 | 0.37 | 0.26 | 0.31 | 0.24 | 0.20 | 0.34 | 0.36 | 0.16 | 0.06 | 0.14 | 0.23 | 0.32 | 0.12 | 0.23 | 0.31 | 0.22 | 0.18 | 0.27 | 0.17 | 0.16 | 0.19 | 0.21 | 0.14 | 0.35 | 0.35 | 0.30 | 0.12 | 0.31 | 0.16 | 0.22 | 0.17 | 0.24 | 0.33 | 0.24 | 0.27 | 0.24 | 0.21 | 0.23 |
| KVUE | -0.02 | 0.17 | 0.15 | 0.22 | 0.22 | 1.00 | 0.44 | 0.32 | 0.20 | 0.11 | 0.30 | 0.43 | 0.43 | 0.32 | 0.37 | 0.24 | 0.32 | 0.27 | 0.43 | 0.40 | 0.17 | 0.11 | 0.20 | 0.20 | 0.28 | 0.14 | 0.19 | 0.29 | 0.17 | 0.14 | 0.35 | 0.25 | 0.24 | 0.18 | 0.26 | 0.15 | 0.32 | 0.31 | 0.29 | 0.16 | 0.31 | 0.26 | 0.23 | 0.26 | 0.24 | 0.30 | 0.30 | 0.31 | 0.24 | 0.23 | 0.30 |
| CL | 0.10 | 0.28 | 0.19 | 0.31 | 0.29 | 0.44 | 1.00 | 0.38 | 0.16 | -0.01 | 0.41 | 0.63 | 0.72 | 0.42 | 0.39 | 0.29 | 0.22 | 0.33 | 0.59 | 0.59 | 0.17 | 0.00 | 0.17 | 0.27 | 0.25 | 0.09 | 0.19 | 0.18 | 0.16 | 0.06 | 0.44 | 0.14 | 0.20 | 0.13 | 0.21 | 0.06 | 0.26 | 0.31 | 0.28 | 0.07 | 0.31 | 0.21 | 0.15 | 0.13 | 0.28 | 0.30 | 0.17 | 0.27 | 0.18 | 0.18 | 0.24 |
| JNJ | 0.02 | 0.17 | 0.17 | 0.45 | 0.22 | 0.32 | 0.38 | 1.00 | 0.19 | 0.13 | 0.49 | 0.42 | 0.40 | 0.38 | 0.41 | 0.20 | 0.31 | 0.39 | 0.44 | 0.44 | 0.15 | 0.03 | 0.14 | 0.23 | 0.33 | 0.07 | 0.28 | 0.27 | 0.17 | 0.03 | 0.32 | 0.26 | 0.23 | 0.13 | 0.26 | 0.17 | 0.36 | 0.35 | 0.35 | 0.13 | 0.34 | 0.22 | 0.21 | 0.20 | 0.28 | 0.35 | 0.24 | 0.36 | 0.20 | 0.24 | 0.30 |
| TGT | 0.09 | 0.25 | 0.14 | 0.21 | 0.16 | 0.20 | 0.16 | 0.19 | 1.00 | 0.28 | 0.19 | 0.15 | 0.14 | 0.27 | 0.20 | 0.26 | 0.32 | 0.20 | 0.19 | 0.19 | 0.27 | 0.28 | 0.23 | 0.24 | 0.14 | 0.31 | 0.26 | 0.32 | 0.29 | 0.24 | 0.32 | 0.44 | 0.36 | 0.31 | 0.31 | 0.37 | 0.21 | 0.17 | 0.29 | 0.32 | 0.18 | 0.43 | 0.37 | 0.42 | 0.33 | 0.32 | 0.34 | 0.36 | 0.36 | 0.36 | 0.35 |
| NUE | 0.01 | 0.14 | 0.08 | 0.13 | 0.10 | 0.11 | -0.01 | 0.13 | 0.28 | 1.00 | 0.09 | 0.03 | 0.04 | 0.06 | 0.13 | 0.15 | 0.31 | 0.30 | 0.05 | 0.10 | 0.35 | 0.53 | 0.38 | 0.28 | 0.16 | 0.48 | 0.31 | 0.25 | 0.31 | 0.46 | 0.19 | 0.43 | 0.36 | 0.45 | 0.28 | 0.41 | 0.18 | 0.19 | 0.23 | 0.49 | 0.17 | 0.41 | 0.43 | 0.40 | 0.28 | 0.22 | 0.50 | 0.41 | 0.49 | 0.55 | 0.50 |
| ABT | 0.06 | 0.21 | 0.21 | 0.38 | 0.23 | 0.30 | 0.41 | 0.49 | 0.19 | 0.09 | 1.00 | 0.44 | 0.41 | 0.30 | 0.27 | 0.22 | 0.17 | 0.44 | 0.43 | 0.41 | 0.20 | 0.14 | 0.20 | 0.30 | 0.25 | 0.18 | 0.23 | 0.21 | 0.22 | 0.16 | 0.35 | 0.24 | 0.25 | 0.17 | 0.27 | 0.19 | 0.26 | 0.27 | 0.32 | 0.27 | 0.29 | 0.29 | 0.20 | 0.26 | 0.31 | 0.32 | 0.24 | 0.32 | 0.20 | 0.29 | 0.31 |
| KMB | 0.07 | 0.24 | 0.25 | 0.36 | 0.31 | 0.43 | 0.63 | 0.42 | 0.15 | 0.03 | 0.44 | 1.00 | 0.70 | 0.45 | 0.41 | 0.24 | 0.27 | 0.32 | 0.56 | 0.54 | 0.13 | 0.01 | 0.20 | 0.20 | 0.32 | 0.10 | 0.19 | 0.26 | 0.17 | 0.09 | 0.37 | 0.20 | 0.19 | 0.13 | 0.26 | 0.10 | 0.36 | 0.37 | 0.33 | 0.13 | 0.40 | 0.21 | 0.15 | 0.15 | 0.28 | 0.38 | 0.26 | 0.26 | 0.16 | 0.19 | 0.25 |
| PG | 0.07 | 0.38 | 0.20 | 0.37 | 0.31 | 0.43 | 0.72 | 0.40 | 0.14 | 0.04 | 0.41 | 0.70 | 1.00 | 0.44 | 0.40 | 0.29 | 0.24 | 0.32 | 0.61 | 0.62 | 0.18 | 0.02 | 0.17 | 0.27 | 0.29 | 0.11 | 0.21 | 0.19 | 0.17 | 0.06 | 0.41 | 0.15 | 0.25 | 0.10 | 0.28 | 0.11 | 0.35 | 0.37 | 0.30 | 0.12 | 0.38 | 0.20 | 0.14 | 0.13 | 0.28 | 0.35 | 0.23 | 0.28 | 0.15 | 0.18 | 0.28 |
| HRL | 0.07 | 0.16 | 0.22 | 0.28 | 0.37 | 0.32 | 0.42 | 0.38 | 0.27 | 0.06 | 0.30 | 0.45 | 0.44 | 1.00 | 0.34 | 0.35 | 0.35 | 0.32 | 0.51 | 0.55 | 0.16 | 0.02 | 0.14 | 0.19 | 0.33 | 0.12 | 0.24 | 0.32 | 0.29 | 0.11 | 0.44 | 0.27 | 0.24 | 0.18 | 0.32 | 0.21 | 0.38 | 0.36 | 0.36 | 0.14 | 0.37 | 0.22 | 0.26 | 0.21 | 0.29 | 0.38 | 0.25 | 0.31 | 0.25 | 0.22 | 0.29 |
| MO | 0.02 | 0.20 | 0.26 | 0.36 | 0.26 | 0.37 | 0.39 | 0.41 | 0.20 | 0.13 | 0.27 | 0.41 | 0.40 | 0.34 | 1.00 | 0.20 | 0.38 | 0.27 | 0.47 | 0.41 | 0.15 | 0.14 | 0.21 | 0.16 | 0.29 | 0.14 | 0.35 | 0.41 | 0.25 | 0.11 | 0.40 | 0.19 | 0.30 | 0.18 | 0.32 | 0.25 | 0.39 | 0.38 | 0.33 | 0.17 | 0.37 | 0.27 | 0.22 | 0.22 | 0.36 | 0.41 | 0.22 | 0.30 | 0.22 | 0.24 | 0.32 |
| LANC | 0.04 | 0.16 | 0.17 | 0.20 | 0.31 | 0.24 | 0.29 | 0.20 | 0.26 | 0.15 | 0.22 | 0.24 | 0.29 | 0.35 | 0.20 | 1.00 | 0.24 | 0.25 | 0.33 | 0.31 | 0.31 | 0.22 | 0.28 | 0.26 | 0.34 | 0.25 | 0.27 | 0.33 | 0.39 | 0.31 | 0.37 | 0.24 | 0.24 | 0.33 | 0.28 | 0.30 | 0.38 | 0.37 | 0.38 | 0.25 | 0.39 | 0.28 | 0.35 | 0.30 | 0.29 | 0.36 | 0.25 | 0.33 | 0.33 | 0.34 | 0.34 |
| ADM | 0.05 | 0.10 | 0.14 | 0.19 | 0.24 | 0.32 | 0.22 | 0.31 | 0.32 | 0.31 | 0.17 | 0.27 | 0.24 | 0.35 | 0.38 | 0.24 | 1.00 | 0.26 | 0.29 | 0.34 | 0.22 | 0.27 | 0.25 | 0.21 | 0.28 | 0.28 | 0.33 | 0.39 | 0.29 | 0.26 | 0.34 | 0.35 | 0.32 | 0.31 | 0.36 | 0.30 | 0.31 | 0.29 | 0.28 | 0.31 | 0.29 | 0.29 | 0.36 | 0.29 | 0.27 | 0.33 | 0.37 | 0.37 | 0.39 | 0.36 | 0.40 |
| BDX | 0.05 | 0.13 | 0.16 | 0.29 | 0.20 | 0.27 | 0.33 | 0.39 | 0.20 | 0.30 | 0.44 | 0.32 | 0.32 | 0.32 | 0.27 | 0.25 | 0.26 | 1.00 | 0.36 | 0.39 | 0.25 | 0.24 | 0.24 | 0.27 | 0.30 | 0.26 | 0.27 | 0.28 | 0.27 | 0.25 | 0.36 | 0.35 | 0.28 | 0.31 | 0.32 | 0.24 | 0.29 | 0.31 | 0.28 | 0.30 | 0.32 | 0.28 | 0.29 | 0.33 | 0.36 | 0.37 | 0.36 | 0.39 | 0.33 | 0.36 | 0.39 |
| KO | 0.08 | 0.33 | 0.25 | 0.37 | 0.34 | 0.43 | 0.59 | 0.44 | 0.19 | 0.05 | 0.43 | 0.56 | 0.61 | 0.51 | 0.47 | 0.33 | 0.29 | 0.36 | 1.00 | 0.67 | 0.15 | 0.06 | 0.19 | 0.28 | 0.31 | 0.11 | 0.24 | 0.29 | 0.20 | 0.08 | 0.41 | 0.21 | 0.26 | 0.15 | 0.28 | 0.15 | 0.39 | 0.38 | 0.37 | 0.13 | 0.39 | 0.22 | 0.22 | 0.20 | 0.34 | 0.41 | 0.26 | 0.31 | 0.19 | 0.24 | 0.31 |
| PEP | 0.09 | 0.31 | 0.21 | 0.36 | 0.36 | 0.40 | 0.59 | 0.44 | 0.19 | 0.10 | 0.41 | 0.54 | 0.62 | 0.55 | 0.41 | 0.31 | 0.34 | 0.39 | 0.67 | 1.00 | 0.18 | 0.04 | 0.20 | 0.32 | 0.33 | 0.13 | 0.28 | 0.29 | 0.21 | 0.08 | 0.46 | 0.21 | 0.22 | 0.14 | 0.26 | 0.12 | 0.39 | 0.37 | 0.35 | 0.13 | 0.39 | 0.25 | 0.15 | 0.19 | 0.33 | 0.39 | 0.28 | 0.36 | 0.17 | 0.27 | 0.31 |
| MSA | -0.00 | 0.23 | 0.07 | 0.10 | 0.16 | 0.17 | 0.17 | 0.15 | 0.27 | 0.35 | 0.20 | 0.13 | 0.18 | 0.16 | 0.15 | 0.31 | 0.22 | 0.25 | 0.15 | 0.18 | 1.00 | 0.49 | 0.43 | 0.44 | 0.27 | 0.47 | 0.33 | 0.24 | 0.40 | 0.49 | 0.22 | 0.32 | 0.32 | 0.47 | 0.28 | 0.41 | 0.28 | 0.26 | 0.29 | 0.50 | 0.31 | 0.41 | 0.46 | 0.41 | 0.34 | 0.30 | 0.46 | 0.39 | 0.50 | 0.55 | 0.49 |
| PH | 0.05 | 0.20 | 0.08 | 0.14 | 0.06 | 0.11 | 0.00 | 0.03 | 0.28 | 0.53 | 0.14 | 0.01 | 0.02 | 0.02 | 0.14 | 0.22 | 0.27 | 0.24 | 0.06 | 0.04 | 0.49 | 1.00 | 0.61 | 0.46 | 0.12 | 0.69 | 0.38 | 0.24 | 0.36 | 0.58 | 0.21 | 0.38 | 0.47 | 0.52 | 0.33 | 0.52 | 0.17 | 0.18 | 0.20 | 0.68 | 0.19 | 0.51 | 0.44 | 0.56 | 0.37 | 0.22 | 0.49 | 0.43 | 0.54 | 0.66 | 0.59 |
| GWW | 0.06 | 0.21 | 0.08 | 0.18 | 0.14 | 0.20 | 0.17 | 0.14 | 0.23 | 0.38 | 0.20 | 0.20 | 0.17 | 0.14 | 0.21 | 0.28 | 0.25 | 0.24 | 0.19 | 0.20 | 0.43 | 0.61 | 1.00 | 0.38 | 0.23 | 0.54 | 0.39 | 0.23 | 0.37 | 0.44 | 0.33 | 0.28 | 0.33 | 0.47 | 0.28 | 0.38 | 0.20 | 0.24 | 0.23 | 0.54 | 0.24 | 0.49 | 0.36 | 0.45 | 0.29 | 0.21 | 0.42 | 0.51 | 0.49 | 0.59 | 0.58 |
| SPGI | 0.09 | 0.28 | 0.20 | 0.20 | 0.23 | 0.20 | 0.27 | 0.23 | 0.24 | 0.28 | 0.30 | 0.20 | 0.27 | 0.19 | 0.16 | 0.26 | 0.21 | 0.27 | 0.28 | 0.32 | 0.44 | 0.46 | 0.38 | 1.00 | 0.29 | 0.43 | 0.32 | 0.22 | 0.34 | 0.37 | 0.26 | 0.28 | 0.36 | 0.32 | 0.25 | 0.37 | 0.28 | 0.31 | 0.29 | 0.45 | 0.29 | 0.45 | 0.34 | 0.39 | 0.43 | 0.30 | 0.43 | 0.39 | 0.42 | 0.47 | 0.44 |
| MSEX | 0.05 | 0.08 | 0.29 | 0.17 | 0.32 | 0.28 | 0.25 | 0.33 | 0.14 | 0.16 | 0.25 | 0.32 | 0.29 | 0.33 | 0.29 | 0.34 | 0.28 | 0.30 | 0.31 | 0.33 | 0.27 | 0.12 | 0.23 | 0.29 | 1.00 | 0.17 | 0.28 | 0.36 | 0.33 | 0.29 | 0.26 | 0.29 | 0.23 | 0.24 | 0.36 | 0.31 | 0.73 | 0.72 | 0.47 | 0.26 | 0.71 | 0.32 | 0.36 | 0.29 | 0.37 | 0.50 | 0.32 | 0.28 | 0.37 | 0.35 | 0.35 |
| EMR | -0.01 | 0.15 | 0.13 | 0.14 | 0.12 | 0.14 | 0.09 | 0.07 | 0.31 | 0.48 | 0.18 | 0.10 | 0.11 | 0.12 | 0.14 | 0.25 | 0.28 | 0.26 | 0.11 | 0.13 | 0.47 | 0.69 | 0.54 | 0.43 | 0.17 | 1.00 | 0.34 | 0.30 | 0.35 | 0.53 | 0.25 | 0.35 | 0.46 | 0.46 | 0.33 | 0.47 | 0.20 | 0.21 | 0.26 | 0.64 | 0.24 | 0.50 | 0.45 | 0.51 | 0.36 | 0.25 | 0.53 | 0.45 | 0.51 | 0.62 | 0.56 |
| CINF | 0.07 | 0.17 | 0.16 | 0.29 | 0.23 | 0.19 | 0.19 | 0.28 | 0.26 | 0.31 | 0.23 | 0.19 | 0.21 | 0.24 | 0.35 | 0.27 | 0.33 | 0.27 | 0.24 | 0.28 | 0.33 | 0.38 | 0.39 | 0.32 | 0.28 | 0.34 | 1.00 | 0.32 | 0.34 | 0.32 | 0.39 | 0.33 | 0.40 | 0.36 | 0.37 | 0.47 | 0.35 | 0.31 | 0.36 | 0.43 | 0.34 | 0.33 | 0.35 | 0.36 | 0.45 | 0.44 | 0.34 | 0.41 | 0.37 | 0.39 | 0.44 |
| UVV | 0.06 | 0.04 | 0.23 | 0.18 | 0.31 | 0.29 | 0.18 | 0.27 | 0.32 | 0.25 | 0.21 | 0.26 | 0.19 | 0.32 | 0.41 | 0.33 | 0.39 | 0.28 | 0.29 | 0.29 | 0.24 | 0.24 | 0.23 | 0.22 | 0.36 | 0.30 | 0.32 | 1.00 | 0.40 | 0.38 | 0.38 | 0.37 | 0.36 | 0.39 | 0.33 | 0.40 | 0.44 | 0.39 | 0.41 | 0.31 | 0.41 | 0.34 | 0.49 | 0.37 | 0.37 | 0.41 | 0.40 | 0.32 | 0.39 | 0.40 | 0.44 |
| ABM | 0.01 | 0.12 | 0.20 | 0.15 | 0.22 | 0.17 | 0.16 | 0.17 | 0.29 | 0.31 | 0.22 | 0.17 | 0.17 | 0.29 | 0.25 | 0.39 | 0.29 | 0.27 | 0.20 | 0.21 | 0.40 | 0.36 | 0.37 | 0.34 | 0.33 | 0.35 | 0.34 | 0.40 | 1.00 | 0.45 | 0.29 | 0.41 | 0.34 | 0.44 | 0.40 | 0.44 | 0.36 | 0.38 | 0.41 | 0.39 | 0.38 | 0.36 | 0.44 | 0.41 | 0.40 | 0.39 | 0.38 | 0.41 | 0.49 | 0.45 | 0.45 |
| GRC | 0.06 | 0.11 | 0.12 | 0.11 | 0.18 | 0.14 | 0.06 | 0.03 | 0.24 | 0.46 | 0.16 | 0.09 | 0.06 | 0.11 | 0.11 | 0.31 | 0.26 | 0.25 | 0.08 | 0.08 | 0.49 | 0.58 | 0.44 | 0.37 | 0.29 | 0.53 | 0.32 | 0.38 | 0.45 | 1.00 | 0.23 | 0.42 | 0.38 | 0.60 | 0.32 | 0.48 | 0.26 | 0.33 | 0.34 | 0.59 | 0.35 | 0.47 | 0.59 | 0.57 | 0.41 | 0.29 | 0.51 | 0.41 | 0.58 | 0.57 | 0.55 |
| SYY | 0.11 | 0.24 | 0.23 | 0.28 | 0.27 | 0.35 | 0.44 | 0.32 | 0.32 | 0.19 | 0.35 | 0.37 | 0.41 | 0.44 | 0.40 | 0.37 | 0.34 | 0.36 | 0.41 | 0.46 | 0.22 | 0.21 | 0.33 | 0.26 | 0.26 | 0.25 | 0.39 | 0.38 | 0.29 | 0.23 | 1.00 | 0.29 | 0.33 | 0.28 | 0.31 | 0.32 | 0.31 | 0.33 | 0.34 | 0.26 | 0.31 | 0.37 | 0.33 | 0.34 | 0.36 | 0.43 | 0.33 | 0.43 | 0.36 | 0.34 | 0.40 |
| LEG | 0.05 | 0.11 | 0.13 | 0.18 | 0.17 | 0.25 | 0.14 | 0.26 | 0.44 | 0.43 | 0.24 | 0.20 | 0.15 | 0.27 | 0.19 | 0.24 | 0.35 | 0.35 | 0.21 | 0.21 | 0.32 | 0.38 | 0.28 | 0.28 | 0.29 | 0.35 | 0.33 | 0.37 | 0.41 | 0.42 | 0.29 | 1.00 | 0.39 | 0.48 | 0.39 | 0.45 | 0.31 | 0.28 | 0.36 | 0.43 | 0.31 | 0.49 | 0.47 | 0.52 | 0.42 | 0.38 | 0.49 | 0.52 | 0.51 | 0.46 | 0.47 |
| MMM | 0.08 | 0.19 | 0.20 | 0.19 | 0.16 | 0.24 | 0.20 | 0.23 | 0.36 | 0.36 | 0.25 | 0.19 | 0.25 | 0.24 | 0.30 | 0.24 | 0.32 | 0.28 | 0.26 | 0.22 | 0.32 | 0.47 | 0.33 | 0.36 | 0.23 | 0.46 | 0.40 | 0.36 | 0.34 | 0.38 | 0.33 | 0.39 | 1.00 | 0.37 | 0.37 | 0.46 | 0.29 | 0.29 | 0.33 | 0.48 | 0.29 | 0.48 | 0.43 | 0.54 | 0.39 | 0.37 | 0.43 | 0.42 | 0.45 | 0.47 | 0.46 |
| TNC | -0.04 | 0.10 | 0.15 | 0.09 | 0.19 | 0.18 | 0.13 | 0.13 | 0.31 | 0.45 | 0.17 | 0.13 | 0.10 | 0.18 | 0.18 | 0.33 | 0.31 | 0.31 | 0.15 | 0.14 | 0.47 | 0.52 | 0.47 | 0.32 | 0.24 | 0.46 | 0.36 | 0.39 | 0.44 | 0.60 | 0.28 | 0.48 | 0.37 | 1.00 | 0.36 | 0.44 | 0.29 | 0.30 | 0.33 | 0.52 | 0.32 | 0.43 | 0.56 | 0.53 | 0.36 | 0.32 | 0.46 | 0.51 | 0.58 | 0.53 | 0.54 |
| NFG | 0.06 | 0.15 | 0.28 | 0.23 | 0.21 | 0.26 | 0.21 | 0.26 | 0.31 | 0.28 | 0.27 | 0.26 | 0.28 | 0.32 | 0.32 | 0.28 | 0.36 | 0.32 | 0.28 | 0.26 | 0.28 | 0.33 | 0.28 | 0.25 | 0.36 | 0.33 | 0.37 | 0.33 | 0.40 | 0.32 | 0.31 | 0.39 | 0.37 | 0.36 | 1.00 | 0.44 | 0.48 | 0.49 | 0.53 | 0.40 | 0.46 | 0.31 | 0.39 | 0.36 | 0.49 | 0.59 | 0.32 | 0.34 | 0.37 | 0.37 | 0.41 |
| CBSH | 0.05 | 0.12 | 0.20 | 0.14 | 0.14 | 0.15 | 0.06 | 0.17 | 0.37 | 0.41 | 0.19 | 0.10 | 0.11 | 0.21 | 0.25 | 0.30 | 0.30 | 0.24 | 0.15 | 0.12 | 0.41 | 0.52 | 0.38 | 0.37 | 0.31 | 0.47 | 0.47 | 0.40 | 0.44 | 0.48 | 0.32 | 0.45 | 0.46 | 0.44 | 0.44 | 1.00 | 0.38 | 0.35 | 0.43 | 0.53 | 0.38 | 0.41 | 0.52 | 0.52 | 0.51 | 0.43 | 0.46 | 0.45 | 0.53 | 0.53 | 0.49 |
| SJW | 0.04 | 0.15 | 0.28 | 0.30 | 0.35 | 0.32 | 0.26 | 0.36 | 0.21 | 0.18 | 0.26 | 0.36 | 0.35 | 0.38 | 0.39 | 0.38 | 0.31 | 0.29 | 0.39 | 0.39 | 0.28 | 0.17 | 0.20 | 0.28 | 0.73 | 0.20 | 0.35 | 0.44 | 0.36 | 0.26 | 0.31 | 0.31 | 0.29 | 0.29 | 0.48 | 0.38 | 1.00 | 0.80 | 0.58 | 0.30 | 0.83 | 0.31 | 0.41 | 0.31 | 0.46 | 0.59 | 0.33 | 0.32 | 0.38 | 0.35 | 0.35 |
| CWT | 0.08 | 0.13 | 0.32 | 0.26 | 0.35 | 0.31 | 0.31 | 0.35 | 0.17 | 0.19 | 0.27 | 0.37 | 0.37 | 0.36 | 0.38 | 0.37 | 0.29 | 0.31 | 0.38 | 0.37 | 0.26 | 0.18 | 0.24 | 0.31 | 0.72 | 0.21 | 0.31 | 0.39 | 0.38 | 0.33 | 0.33 | 0.28 | 0.29 | 0.30 | 0.49 | 0.35 | 0.80 | 1.00 | 0.57 | 0.27 | 0.85 | 0.31 | 0.41 | 0.31 | 0.46 | 0.59 | 0.31 | 0.30 | 0.38 | 0.37 | 0.35 |
| NWN | 0.11 | 0.22 | 0.32 | 0.25 | 0.30 | 0.29 | 0.28 | 0.35 | 0.29 | 0.23 | 0.32 | 0.33 | 0.30 | 0.36 | 0.33 | 0.38 | 0.28 | 0.28 | 0.37 | 0.35 | 0.29 | 0.20 | 0.23 | 0.29 | 0.47 | 0.26 | 0.36 | 0.41 | 0.41 | 0.34 | 0.34 | 0.36 | 0.33 | 0.33 | 0.53 | 0.43 | 0.58 | 0.57 | 1.00 | 0.33 | 0.58 | 0.32 | 0.41 | 0.33 | 0.50 | 0.66 | 0.31 | 0.38 | 0.37 | 0.35 | 0.39 |
| DOV | 0.06 | 0.19 | 0.17 | 0.16 | 0.12 | 0.16 | 0.07 | 0.13 | 0.32 | 0.49 | 0.27 | 0.13 | 0.12 | 0.14 | 0.17 | 0.25 | 0.31 | 0.30 | 0.13 | 0.13 | 0.50 | 0.68 | 0.54 | 0.45 | 0.26 | 0.64 | 0.43 | 0.31 | 0.39 | 0.59 | 0.26 | 0.43 | 0.48 | 0.52 | 0.40 | 0.53 | 0.30 | 0.27 | 0.33 | 1.00 | 0.28 | 0.53 | 0.53 | 0.56 | 0.44 | 0.32 | 0.57 | 0.50 | 0.59 | 0.65 | 0.65 |
| AWR | 0.04 | 0.13 | 0.27 | 0.27 | 0.31 | 0.31 | 0.31 | 0.34 | 0.18 | 0.17 | 0.29 | 0.40 | 0.38 | 0.37 | 0.37 | 0.39 | 0.29 | 0.32 | 0.39 | 0.39 | 0.31 | 0.19 | 0.24 | 0.29 | 0.71 | 0.24 | 0.34 | 0.41 | 0.38 | 0.35 | 0.31 | 0.31 | 0.29 | 0.32 | 0.46 | 0.38 | 0.83 | 0.85 | 0.58 | 0.28 | 1.00 | 0.34 | 0.41 | 0.31 | 0.48 | 0.62 | 0.32 | 0.34 | 0.38 | 0.35 | 0.37 |
| LOW | 0.04 | 0.26 | 0.20 | 0.24 | 0.16 | 0.26 | 0.21 | 0.22 | 0.43 | 0.41 | 0.29 | 0.21 | 0.20 | 0.22 | 0.27 | 0.28 | 0.29 | 0.28 | 0.22 | 0.25 | 0.41 | 0.51 | 0.49 | 0.45 | 0.32 | 0.50 | 0.33 | 0.34 | 0.36 | 0.47 | 0.37 | 0.49 | 0.48 | 0.43 | 0.31 | 0.41 | 0.31 | 0.31 | 0.32 | 0.53 | 0.34 | 1.00 | 0.45 | 0.60 | 0.44 | 0.35 | 0.52 | 0.55 | 0.55 | 0.62 | 0.54 |
| SCL | 0.05 | 0.13 | 0.19 | 0.17 | 0.22 | 0.23 | 0.15 | 0.21 | 0.37 | 0.43 | 0.20 | 0.15 | 0.14 | 0.26 | 0.22 | 0.35 | 0.36 | 0.29 | 0.22 | 0.15 | 0.46 | 0.44 | 0.36 | 0.34 | 0.36 | 0.45 | 0.35 | 0.49 | 0.44 | 0.59 | 0.33 | 0.47 | 0.43 | 0.56 | 0.39 | 0.52 | 0.41 | 0.41 | 0.41 | 0.53 | 0.41 | 0.45 | 1.00 | 0.57 | 0.43 | 0.38 | 0.57 | 0.43 | 0.64 | 0.60 | 0.57 |
| SWK | 0.02 | 0.09 | 0.18 | 0.17 | 0.17 | 0.26 | 0.13 | 0.20 | 0.42 | 0.40 | 0.26 | 0.15 | 0.13 | 0.21 | 0.22 | 0.30 | 0.29 | 0.33 | 0.20 | 0.19 | 0.41 | 0.56 | 0.45 | 0.39 | 0.29 | 0.51 | 0.36 | 0.37 | 0.41 | 0.57 | 0.34 | 0.52 | 0.54 | 0.53 | 0.36 | 0.52 | 0.31 | 0.31 | 0.33 | 0.56 | 0.31 | 0.60 | 0.57 | 1.00 | 0.51 | 0.33 | 0.61 | 0.52 | 0.59 | 0.66 | 0.62 |
| FRT | 0.03 | 0.24 | 0.26 | 0.31 | 0.24 | 0.24 | 0.28 | 0.28 | 0.33 | 0.28 | 0.31 | 0.28 | 0.28 | 0.29 | 0.36 | 0.29 | 0.27 | 0.36 | 0.34 | 0.33 | 0.34 | 0.37 | 0.29 | 0.43 | 0.37 | 0.36 | 0.45 | 0.37 | 0.40 | 0.41 | 0.36 | 0.42 | 0.39 | 0.36 | 0.49 | 0.51 | 0.46 | 0.46 | 0.50 | 0.44 | 0.48 | 0.44 | 0.43 | 0.51 | 1.00 | 0.53 | 0.45 | 0.41 | 0.44 | 0.47 | 0.48 |
| BKH | 0.10 | 0.20 | 0.32 | 0.27 | 0.33 | 0.30 | 0.30 | 0.35 | 0.32 | 0.22 | 0.32 | 0.38 | 0.35 | 0.38 | 0.41 | 0.36 | 0.33 | 0.37 | 0.41 | 0.39 | 0.30 | 0.22 | 0.21 | 0.30 | 0.50 | 0.25 | 0.44 | 0.41 | 0.39 | 0.29 | 0.43 | 0.38 | 0.37 | 0.32 | 0.59 | 0.43 | 0.59 | 0.59 | 0.66 | 0.32 | 0.62 | 0.35 | 0.38 | 0.33 | 0.53 | 1.00 | 0.35 | 0.36 | 0.34 | 0.36 | 0.39 |
| PPG | 0.04 | 0.15 | 0.14 | 0.16 | 0.24 | 0.30 | 0.17 | 0.24 | 0.34 | 0.50 | 0.24 | 0.26 | 0.23 | 0.25 | 0.22 | 0.25 | 0.37 | 0.36 | 0.26 | 0.28 | 0.46 | 0.49 | 0.42 | 0.43 | 0.32 | 0.53 | 0.34 | 0.40 | 0.38 | 0.51 | 0.33 | 0.49 | 0.43 | 0.46 | 0.32 | 0.46 | 0.33 | 0.31 | 0.31 | 0.57 | 0.32 | 0.52 | 0.57 | 0.61 | 0.45 | 0.35 | 1.00 | 0.51 | 0.68 | 0.62 | 0.64 |
| GPC | 0.05 | 0.21 | 0.19 | 0.27 | 0.27 | 0.31 | 0.27 | 0.36 | 0.36 | 0.41 | 0.32 | 0.26 | 0.28 | 0.31 | 0.30 | 0.33 | 0.37 | 0.39 | 0.31 | 0.36 | 0.39 | 0.43 | 0.51 | 0.39 | 0.28 | 0.45 | 0.41 | 0.32 | 0.41 | 0.41 | 0.43 | 0.52 | 0.42 | 0.51 | 0.34 | 0.45 | 0.32 | 0.30 | 0.38 | 0.50 | 0.34 | 0.55 | 0.43 | 0.52 | 0.41 | 0.36 | 0.51 | 1.00 | 0.53 | 0.59 | 0.59 |
| FUL | 0.07 | 0.15 | 0.19 | 0.12 | 0.24 | 0.24 | 0.18 | 0.20 | 0.36 | 0.49 | 0.20 | 0.16 | 0.15 | 0.25 | 0.22 | 0.33 | 0.39 | 0.33 | 0.19 | 0.17 | 0.50 | 0.54 | 0.49 | 0.42 | 0.37 | 0.51 | 0.37 | 0.39 | 0.49 | 0.58 | 0.36 | 0.51 | 0.45 | 0.58 | 0.37 | 0.53 | 0.38 | 0.38 | 0.37 | 0.59 | 0.38 | 0.55 | 0.64 | 0.59 | 0.44 | 0.34 | 0.68 | 0.53 | 1.00 | 0.66 | 0.63 |
| NDSN | 0.11 | 0.18 | 0.20 | 0.24 | 0.21 | 0.23 | 0.18 | 0.24 | 0.36 | 0.55 | 0.29 | 0.19 | 0.18 | 0.22 | 0.24 | 0.34 | 0.36 | 0.36 | 0.24 | 0.27 | 0.55 | 0.66 | 0.59 | 0.47 | 0.35 | 0.62 | 0.39 | 0.40 | 0.45 | 0.57 | 0.34 | 0.46 | 0.47 | 0.53 | 0.37 | 0.53 | 0.35 | 0.37 | 0.35 | 0.65 | 0.35 | 0.62 | 0.60 | 0.66 | 0.47 | 0.36 | 0.62 | 0.59 | 0.66 | 1.00 | 0.72 |
| ITW | 0.05 | 0.20 | 0.15 | 0.26 | 0.23 | 0.30 | 0.24 | 0.30 | 0.35 | 0.50 | 0.31 | 0.25 | 0.28 | 0.29 | 0.32 | 0.34 | 0.40 | 0.39 | 0.31 | 0.31 | 0.49 | 0.59 | 0.58 | 0.44 | 0.35 | 0.56 | 0.44 | 0.44 | 0.45 | 0.55 | 0.40 | 0.47 | 0.46 | 0.54 | 0.41 | 0.49 | 0.35 | 0.35 | 0.39 | 0.65 | 0.37 | 0.54 | 0.57 | 0.62 | 0.48 | 0.39 | 0.64 | 0.59 | 0.63 | 0.72 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 5 мая 2023 г.